def _ll(self, parameter, sample, out):
"""
Compute finite-mixture log-likelihood.
"""
total = qy.stack_allocate(float, -numpy.inf, "total")
component_ll = qy.stack_allocate(float)
@qy.for_(self._model._K)
def _(index):
component = parameter.at(index)
self._sub_emitter.ll(
StridedArray.from_typed_pointer(component.data.gep(0, 1)),
sample,
component_ll,
)
log_add_double(
total.load(),
qy.log(component.data.gep(0, 0).load()) + component_ll.load(),
) \
.store(total)
total.load().store(out)
def _map(self, prior, samples, weights, out):
"""
Emit computation of the estimated MAP parameter.
"""
total_k = qy.stack_allocate(float, 0.0)
total_w = qy.stack_allocate(float, 0.0)
@qy.for_(samples.shape[0])
def _(n):
weight = weights.at(n).data.load()
sample = samples.at(n).data.load().cast_to(float)
(total_k.load() + sample * weight).store(total_k)
(total_w.load() +
weight * float(self._model._estimation_n)).store(total_w)
alpha = prior.data.gep(0, 0).load()
beta = prior.data.gep(0, 1).load()
numerator = total_k.load() + alpha - 1.0
denominator = total_w.load() + alpha + beta - 2.0
(numerator / denominator).store(out.data.gep(0, 0))
qy.value_from_any(self._model._estimation_n).store(out.data.gep(0, 1))
qy.return_()
def _ll(self, parameter, sample, out):
"""
Compute finite-mixture log-likelihood.
"""
total = qy.stack_allocate(float, -numpy.inf, "total")
component_ll = qy.stack_allocate(float)
@qy.for_(self._model._K)
def _(index):
component = parameter.at(index)
self._sub_emitter.ll(
StridedArray.from_typed_pointer(component.data.gep(0, 1)),
sample,
component_ll,
)
log_add_double(
total.load(),
qy.log(component.data.gep(0, 0).load()) + component_ll.load(),
) \
.store(total)
total.load().store(out)
def _map(self, prior, samples, weights, out):
"""
Emit computation of the estimated MAP parameter.
"""
total_k = qy.stack_allocate(float, 0.0)
total_w = qy.stack_allocate(float, 0.0)
@qy.for_(samples.shape[0])
def _(n):
weight = weights.at(n).data.load()
sample = samples.at(n).data.load().cast_to(float)
(total_k.load() + sample * weight).store(total_k)
(total_w.load() + weight * float(self._model._estimation_n)).store(total_w)
alpha = prior.data.gep(0, 0).load()
beta = prior.data.gep(0, 1).load()
numerator = total_k.load() + alpha - 1.0
denominator = total_w.load() + alpha + beta - 2.0
(numerator / denominator).store(out.data.gep(0, 0))
qy.value_from_any(self._model._estimation_n).store(out.data.gep(0, 1))
qy.return_()
def _():
result = qy.stack_allocate(float)
input_ = qy.stack_allocate(float)
p1 = [
4.945235359296727046734888e0,
2.018112620856775083915565e2,
2.290838373831346393026739e3,
1.131967205903380828685045e4,
2.855724635671635335736389e4,
3.848496228443793359990269e4,
2.637748787624195437963534e4,
7.225813979700288197698961e3,
]
q1 = [
6.748212550303777196073036e1,
1.113332393857199323513008e3,
7.738757056935398733233834e3,
2.763987074403340708898585e4,
5.499310206226157329794414e4,
6.161122180066002127833352e4,
3.635127591501940507276287e4,
8.785536302431013170870835e3,
]
@qy.if_else(x <= 0.5)
def _(then):
if then:
(-qy.log(x)).store(result)
@qy.if_(x + 1.0 == 1.0)
def _():
qy.return_(result.load())
x.store(input_)
else:
qy.value_from_any(0.0).store(result)
(x - 1.0).store(input_)
y = input_.load()
xnum = 0.0
xden = 1.0
for (p, q) in zip(p1, q1):
xnum = xnum * y + p
xden = xden * y + q
d1 = -5.772156649015328605195174e-1
qy.return_(result.load() + y * (d1 + y * (xnum / xden)))
def _():
result = qy.stack_allocate(float)
input_ = qy.stack_allocate(float)
p2 = [
4.974607845568932035012064e0,
5.424138599891070494101986e2,
1.550693864978364947665077e4,
1.847932904445632425417223e5,
1.088204769468828767498470e6,
3.338152967987029735917223e6,
5.106661678927352456275255e6,
3.074109054850539556250927e6,
]
q2 = [
1.830328399370592604055942e2,
7.765049321445005871323047e3,
1.331903827966074194402448e5,
1.136705821321969608938755e6,
5.267964117437946917577538e6,
1.346701454311101692290052e7,
1.782736530353274213975932e7,
9.533095591844353613395747e6,
]
@qy.if_else(x <= a)
def _(then):
if then:
(-qy.log(x)).store(result)
(x - 1.0).store(input_)
else:
qy.value_from_any(0.0).store(result)
(x - 2.0).store(input_)
y = input_.load()
xnum = 0.0
xden = 1.0
for (p, q) in zip(p2, q2):
xnum = xnum * y + p
xden = xden * y + q
d2 = 4.227843350984671393993777e-1
qy.return_(result.load() + y * (d2 + y * (xnum / xden)))
def _given(self, parameter, samples, out):
"""
Compute the conditional distribution.
"""
# mise en place
K = self._model._K
N = samples.shape[0]
# compute posterior mixture parameters
total = qy.stack_allocate(float, -numpy.inf)
@qy.for_(K)
def _(k):
prior_pi = parameter.at(k).data.gep(0, 0)
prior_parameter = parameter.at(k).data.gep(0, 1)
posterior_pi = out.at(k).data.gep(0, 0)
qy.log(prior_pi.load()).store(posterior_pi)
@qy.for_(N)
def _(n):
current_pi = posterior_pi.load()
self._sub_emitter.ll(
StridedArray.from_typed_pointer(prior_parameter),
samples.at(n),
posterior_pi,
)
(current_pi + posterior_pi.load()).store(posterior_pi)
log_add_double(total.load(), posterior_pi.load()).store(total)
total_value = total.load()
@qy.for_(K)
def _(k):
posterior_pi = out.at(k).data.gep(0, 0)
normalized_pi = posterior_pi.load() - total_value
qy.exp(normalized_pi).store(posterior_pi)
# compute posterior component parameters
@qy.for_(K)
def _(k):
prior_parameter = parameter.at(k).data.gep(0, 1)
posterior_parameter = out.at(k).data.gep(0, 1)
self._sub_emitter.given(
StridedArray.from_typed_pointer(prior_parameter),
samples,
StridedArray.from_typed_pointer(posterior_parameter),
)
def _given(self, parameter, samples, out):
"""
Compute the conditional distribution.
"""
# mise en place
K = self._model._K
N = samples.shape[0]
# compute posterior mixture parameters
total = qy.stack_allocate(float, -numpy.inf)
@qy.for_(K)
def _(k):
prior_pi = parameter.at(k).data.gep(0, 0)
prior_parameter = parameter.at(k).data.gep(0, 1)
posterior_pi = out.at(k).data.gep(0, 0)
qy.log(prior_pi.load()).store(posterior_pi)
@qy.for_(N)
def _(n):
current_pi = posterior_pi.load()
self._sub_emitter.ll(
StridedArray.from_typed_pointer(prior_parameter),
samples.at(n),
posterior_pi,
)
(current_pi + posterior_pi.load()).store(posterior_pi)
log_add_double(total.load(), posterior_pi.load()).store(total)
total_value = total.load()
@qy.for_(K)
def _(k):
posterior_pi = out.at(k).data.gep(0, 0)
normalized_pi = posterior_pi.load() - total_value
qy.exp(normalized_pi).store(posterior_pi)
# compute posterior component parameters
@qy.for_(K)
def _(k):
prior_parameter = parameter.at(k).data.gep(0, 1)
posterior_parameter = out.at(k).data.gep(0, 1)
self._sub_emitter.given(
StridedArray.from_typed_pointer(prior_parameter),
samples,
StridedArray.from_typed_pointer(posterior_parameter),
)
def binomial_ml(samples_data, weights_data, out_data):
prior_data = qy.stack_allocate(self._model.prior_dtype)
qy.value_from_any(1.0).store(prior_data.gep(0, 0))
qy.value_from_any(1.0).store(prior_data.gep(0, 1))
self._map(
StridedArray.from_raw(prior_data, (), ()),
samples.using(samples_data),
weights.using(weights_data),
out.using(out_data),
)
def binomial_ml(samples_data, weights_data, out_data):
prior_data = qy.stack_allocate(self._model.prior_dtype)
qy.value_from_any(1.0).store(prior_data.gep(0, 0))
qy.value_from_any(1.0).store(prior_data.gep(0, 1))
self._map(
StridedArray.from_raw(prior_data, (), ()),
samples.using(samples_data),
weights.using(weights_data),
out.using(out_data),
)
def _ml(self, samples, weights, out):
"""
Emit computation of the estimated maximum-likelihood parameter.
"""
total_k = qy.stack_allocate(float, 0.0)
total_w = qy.stack_allocate(float, 0.0)
@qy.for_(samples.shape[0])
def _(n):
weight = weights.at(n).data.load()
sample = samples.at(n).data.load().cast_to(float)
(total_k.load() + sample * weight).store(total_k)
(total_w.load() + weight * float(self._model._estimation_n)).store(total_w)
final_ratio = \
(total_k.load() + self._model._epsilon) \
/ (total_w.load() + self._model._epsilon)
final_ratio.store(out.data.gep(0, 0))
qy.value_from_any(self._model._estimation_n).store(out.data.gep(0, 1))
def _ml(self, samples, weights, out):
"""
Emit computation of the estimated maximum-likelihood parameter.
"""
total_k = qy.stack_allocate(float, 0.0)
total_w = qy.stack_allocate(float, 0.0)
@qy.for_(samples.shape[0])
def _(n):
weight = weights.at(n).data.load()
sample = samples.at(n).data.load().cast_to(float)
(total_k.load() + sample * weight).store(total_k)
(total_w.load() +
weight * float(self._model._estimation_n)).store(total_w)
final_ratio = \
(total_k.load() + self._model._epsilon) \
/ (total_w.load() + self._model._epsilon)
final_ratio.store(out.data.gep(0, 0))
qy.value_from_any(self._model._estimation_n).store(out.data.gep(0, 1))
def _map(self, prior, samples, weights, out):
"""
Emit computation of the estimated maximum-likelihood parameter.
"""
total_k = qy.stack_allocate(float, 0.0)
total_n = qy.stack_allocate(float, 0.0)
@qy.for_(samples.shape[0])
def _(n):
weight = weights.at(n).data.load()
sample_k = samples.at(n).data.gep(0, 0).load().cast_to(float)
sample_n = samples.at(n).data.gep(0, 1).load().cast_to(float)
(total_k.load() + sample_k * weight).store(total_k)
(total_n.load() + sample_n * weight).store(total_n)
alpha = prior.data.gep(0, 0).load()
beta = prior.data.gep(0, 1).load()
numerator = total_k.load() + alpha - 1.0
denominator = total_n.load() + alpha + beta - 2.0
(numerator / denominator).store(out.data)
def _map(self, prior, samples, weights, out):
"""
Emit computation of the estimated maximum-likelihood parameter.
"""
total_k = qy.stack_allocate(float, 0.0)
total_n = qy.stack_allocate(float, 0.0)
@qy.for_(samples.shape[0])
def _(n):
weight = weights.at(n).data.load()
sample_k = samples.at(n).data.gep(0, 0).load().cast_to(float)
sample_n = samples.at(n).data.gep(0, 1).load().cast_to(float)
(total_k.load() + sample_k * weight).store(total_k)
(total_n.load() + sample_n * weight).store(total_n)
alpha = prior.data.gep(0, 0).load()
beta = prior.data.gep(0, 1).load()
numerator = total_k.load() + alpha - 1.0
denominator = total_n.load() + alpha + beta - 2.0
(numerator / denominator).store(out.data)
def __init__(self, type_):
"""
Initialize.
"""
self._location = qy.stack_allocate(type_)
def _map(self, prior, samples, weights, out, initializations):
"""
Emit computation of the estimated maximum-likelihood parameter.
"""
# mise en place
K = self._model._K
N = samples.shape[0]
# generate some initial parameters
self._map_initialize(prior, samples, weights, out, initializations)
# run EM until convergence
total = qy.stack_allocate(float)
component_ll = qy.stack_allocate(float)
this_r_KN = StridedArray.heap_allocated(float, (K, N))
last_r_KN = StridedArray.heap_allocated(float, (K, N))
this_r_KN_data = Variable.set_to(this_r_KN.data)
last_r_KN_data = Variable.set_to(last_r_KN.data)
@qy.for_(self._model._iterations)
def _(i):
# compute responsibilities
r_KN = this_r_KN.using(this_r_KN_data.value)
@qy.for_(N)
def _(n):
sample = samples.at(n)
qy.value_from_any(-numpy.inf).store(total)
@qy.for_(K)
def _(k):
responsibility = r_KN.at(k, n).data
self._sub_emitter.ll(
StridedArray.from_typed_pointer(
out.at(k).data.gep(0, 1)),
StridedArray.from_typed_pointer(sample.data),
responsibility,
)
log_add_double(total.load(),
responsibility.load()).store(total)
total_value = total.load()
@qy.if_else(total_value == -numpy.inf)
def _(then):
if then:
@qy.for_(K)
def _(k):
qy.value_from_any(1.0 / K).store(
r_KN.at(k, n).data)
else:
@qy.for_(K)
def _(k):
responsibility = r_KN.at(k, n).data
qy.exp(responsibility.load() -
total_value).store(responsibility)
# estimate new mixture and component parameters
@qy.for_(K)
def _(k):
component = out.at(k).data
self._sub_emitter.map(
prior.at(k),
samples,
r_KN.at(k),
StridedArray.from_typed_pointer(component.gep(0, 1)),
)
qy.value_from_any(0.0).store(total)
@qy.for_(N)
def _(n):
(total.load() + r_KN.at(k, n).data.load()).store(total)
(total.load() / float(N)).store(component.gep(0, 0))
# check for termination
last_r_KN = this_r_KN.using(last_r_KN_data.value)
@qy.if_(i > 0)
def _():
qy.value_from_any(0.0).store(total)
@qy.for_(K)
def _(k):
@qy.for_(N)
def _(n):
delta = r_KN.at(k, n).data.load() - last_r_KN.at(
k, n).data.load()
(total.load() + abs(delta)).store(total)
@qy.if_(total.load() < 1e-12)
def _():
qy.break_()
total_delta = total.load()
# swap the responsibility matrices
temp_r_KN_data_value = this_r_KN_data.value
this_r_KN_data.set(last_r_KN_data.value)
last_r_KN_data.set(temp_r_KN_data_value)
# compute the ll at this step
@qy.for_(N)
def _(n):
sample = samples.at(n)
total_ll = total.load()
qy.value_from_any(-numpy.inf).store(total)
@qy.for_(K)
def _(k):
self._sub_emitter.ll(
StridedArray.from_typed_pointer(
out.at(k).data.gep(0, 1)),
StridedArray.from_typed_pointer(sample.data),
component_ll,
)
log_add_double(
total.load(),
qy.log(out.at(k).data.gep(0, 0).load()) + component_ll.load(),
) \
.store(total)
(total_ll + total.load()).store(total)
total_ll = total.load()
# be informative
qy.py_printf("after EM step %i: delta %s; ll %s\n", i, total_delta,
total_ll)
# clean up
qy.heap_free(this_r_KN.data)
qy.heap_free(last_r_KN.data)
qy.return_()
def _map_initialize(self, prior, samples, weights, out, initializations):
"""
Emit parameter initialization for EM.
"""
# generate a random initial component assignment
K = self._model._K
N = samples.shape[0]
total = qy.stack_allocate(float)
best_ll = qy.stack_allocate(float, -numpy.inf)
assigns = StridedArray.heap_allocated(int, (K, ))
best_assigns = StridedArray.heap_allocated(int, (K, ))
@qy.for_(initializations)
def _(i):
@qy.for_(K)
def _(k):
# randomly assign the component
j = qy.random_int(N)
component = StridedArray.from_typed_pointer(
out.at(k).data.gep(0, 1))
j.store(assigns.at(k).data)
self._sub_emitter.map(
prior.at(k),
samples.at(j).envelop(),
weights.at(j).envelop(),
component,
)
# compute our total likelihood
qy.value_from_any(0.0).store(total)
@qy.for_(N)
def _(n):
sample = samples.at(n)
mixture_ll = total.load()
qy.value_from_any(-numpy.inf).store(total)
@qy.for_(K)
def _(k):
component_ll = total.load()
self._sub_emitter.ll(
StridedArray.from_typed_pointer(
out.at(k).data.gep(0, 1)),
sample,
total,
)
log_add_double(component_ll, total.load()).store(total)
(mixture_ll + total.load()).store(total)
# best observed so far?
@qy.if_(total.load() >= best_ll.load())
def _():
total.load().store(best_ll)
@qy.for_(K)
def _(k):
assigns.at(k).data.load().store(best_assigns.at(k).data)
# recompute the best observed assignment
@qy.for_(K)
def _(k):
j = assigns.at(k).data.load()
self._sub_emitter.ml(
samples.at(j).envelop(),
weights.at(j).envelop(),
StridedArray.from_typed_pointer(out.at(k).data.gep(0, 1)),
)
qy.heap_free(assigns.data)
qy.heap_free(best_assigns.data)
# generate random initial component weights
@qy.for_(K)
def _(k):
r = qy.random()
r.store(out.at(k).data.gep(0, 0))
(total.load() + r).store(total)
@qy.for_(K)
def _(k):
p = out.at(k).data.gep(0, 0)
(p.load() / total.load()).store(p)
def _map_initialize(self, prior, samples, weights, out, initializations):
"""
Emit parameter initialization for EM.
"""
# generate a random initial component assignment
K = self._model._K
N = samples.shape[0]
total = qy.stack_allocate(float)
best_ll = qy.stack_allocate(float, -numpy.inf)
assigns = StridedArray.heap_allocated(int, (K,))
best_assigns = StridedArray.heap_allocated(int, (K,))
@qy.for_(initializations)
def _(i):
@qy.for_(K)
def _(k):
# randomly assign the component
j = qy.random_int(N)
component = StridedArray.from_typed_pointer(out.at(k).data.gep(0, 1))
j.store(assigns.at(k).data)
self._sub_emitter.map(
prior.at(k),
samples.at(j).envelop(),
weights.at(j).envelop(),
component,
)
# compute our total likelihood
qy.value_from_any(0.0).store(total)
@qy.for_(N)
def _(n):
sample = samples.at(n)
mixture_ll = total.load()
qy.value_from_any(-numpy.inf).store(total)
@qy.for_(K)
def _(k):
component_ll = total.load()
self._sub_emitter.ll(
StridedArray.from_typed_pointer(out.at(k).data.gep(0, 1)),
sample,
total,
)
log_add_double(component_ll, total.load()).store(total)
(mixture_ll + total.load()).store(total)
# best observed so far?
@qy.if_(total.load() >= best_ll.load())
def _():
total.load().store(best_ll)
@qy.for_(K)
def _(k):
assigns.at(k).data.load().store(best_assigns.at(k).data)
# recompute the best observed assignment
@qy.for_(K)
def _(k):
j = assigns.at(k).data.load()
self._sub_emitter.ml(
samples.at(j).envelop(),
weights.at(j).envelop(),
StridedArray.from_typed_pointer(out.at(k).data.gep(0, 1)),
)
qy.heap_free(assigns.data)
qy.heap_free(best_assigns.data)
# generate random initial component weights
@qy.for_(K)
def _(k):
r = qy.random()
r.store(out.at(k).data.gep(0, 0))
(total.load() + r).store(total)
@qy.for_(K)
def _(k):
p = out.at(k).data.gep(0, 0)
(p.load() / total.load()).store(p)
def _map(self, prior, samples, weights, out, initializations):
"""
Emit computation of the estimated maximum-likelihood parameter.
"""
# mise en place
K = self._model._K
N = samples.shape[0]
# generate some initial parameters
self._map_initialize(prior, samples, weights, out, initializations)
# run EM until convergence
total = qy.stack_allocate(float)
component_ll = qy.stack_allocate(float)
this_r_KN = StridedArray.heap_allocated(float, (K, N))
last_r_KN = StridedArray.heap_allocated(float, (K, N))
this_r_KN_data = Variable.set_to(this_r_KN.data)
last_r_KN_data = Variable.set_to(last_r_KN.data)
@qy.for_(self._model._iterations)
def _(i):
# compute responsibilities
r_KN = this_r_KN.using(this_r_KN_data.value)
@qy.for_(N)
def _(n):
sample = samples.at(n)
qy.value_from_any(-numpy.inf).store(total)
@qy.for_(K)
def _(k):
responsibility = r_KN.at(k, n).data
self._sub_emitter.ll(
StridedArray.from_typed_pointer(out.at(k).data.gep(0, 1)),
StridedArray.from_typed_pointer(sample.data),
responsibility,
)
log_add_double(total.load(), responsibility.load()).store(total)
total_value = total.load()
@qy.if_else(total_value == -numpy.inf)
def _(then):
if then:
@qy.for_(K)
def _(k):
qy.value_from_any(1.0 / K).store(r_KN.at(k, n).data)
else:
@qy.for_(K)
def _(k):
responsibility = r_KN.at(k, n).data
qy.exp(responsibility.load() - total_value).store(responsibility)
# estimate new mixture and component parameters
@qy.for_(K)
def _(k):
component = out.at(k).data
self._sub_emitter.map(
prior.at(k),
samples,
r_KN.at(k),
StridedArray.from_typed_pointer(component.gep(0, 1)),
)
qy.value_from_any(0.0).store(total)
@qy.for_(N)
def _(n):
(total.load() + r_KN.at(k, n).data.load()).store(total)
(total.load() / float(N)).store(component.gep(0, 0))
# check for termination
last_r_KN = this_r_KN.using(last_r_KN_data.value)
@qy.if_(i > 0)
def _():
qy.value_from_any(0.0).store(total)
@qy.for_(K)
def _(k):
@qy.for_(N)
def _(n):
delta = r_KN.at(k, n).data.load() - last_r_KN.at(k, n).data.load()
(total.load() + abs(delta)).store(total)
@qy.if_(total.load() < 1e-12)
def _():
qy.break_()
total_delta = total.load()
# swap the responsibility matrices
temp_r_KN_data_value = this_r_KN_data.value
this_r_KN_data.set(last_r_KN_data.value)
last_r_KN_data.set(temp_r_KN_data_value)
# compute the ll at this step
@qy.for_(N)
def _(n):
sample = samples.at(n)
total_ll = total.load()
qy.value_from_any(-numpy.inf).store(total)
@qy.for_(K)
def _(k):
self._sub_emitter.ll(
StridedArray.from_typed_pointer(out.at(k).data.gep(0, 1)),
StridedArray.from_typed_pointer(sample.data),
component_ll,
)
log_add_double(
total.load(),
qy.log(out.at(k).data.gep(0, 0).load()) + component_ll.load(),
) \
.store(total)
(total_ll + total.load()).store(total)
total_ll = total.load()
# be informative
qy.py_printf("after EM step %i: delta %s; ll %s\n", i, total_delta, total_ll)
# clean up
qy.heap_free(this_r_KN.data)
qy.heap_free(last_r_KN.data)
qy.return_()
